Discussion paper DP18560 Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity Hyungsik Roger Moon Frank Schorfheide Boyuan Zhang 29 Oct 2023 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C23 C53 E20
Discussion paper DP18549 Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model Todd Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer 24 Oct 2023 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP18407 Estimating HANK for Central Banks Sushant Acharya William Chen Marco Del Negro Keshav Dogra Aidan Gleich Shlok Goyal Ethan Matlin Donggyu Lee Reca Sarfati Sikata Sengupta 30 Aug 2023 Monetary Economics and Fluctuations C11 C32 D31 E32 E37 E52
Discussion paper DP18271 Significance Bands for Local Projections Atsushi Inoue Òscar Jordà Guido Kuersteiner 4 Jul 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C12 C22 C32 C44 E17
Discussion paper DP18033 Breaks in the Phillips Curve: Evidence from Panel Data Simon Smith Allan Timmermann Jonathan Wright 28 Mar 2023 Asset Pricing C11 C22 E51 E52
Discussion paper DP17646 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz 4 Nov 2022 Monetary Economics and Fluctuations C11 C14 C32
Discussion paper DP17640 Blended Identification in Structural VARs Andrea Carriero Massimiliano Marcellino Tommaso Tornese 3 Nov 2022 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP17638 Graphical model inference with external network data Jack Jewson Li Li Laura Battaglia Stephen Hansen David Rossell Piotr Zwiernik 2 Nov 2022 Public Economics Asset Pricing C11 C55
Discussion paper DP17576 Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation David Childers Jesús Fernández-Villaverde Jesse Perla Chris Rackauckas Peifan Wu 7 Oct 2022 Monetary Economics and Fluctuations C10 C11 E10
Discussion paper DP16096 Optimal Price Targeting Adam Smith Stephan Seiler Ishant Aggarwal 14 Jul 2022 Industrial Organization C11 C33 C45 C52 D12 L11 L81
Discussion paper DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees Todd Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer 12 Jul 2022 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP17391 Estimating Nonlinear Heterogeneous Agents Models with Neural Networks Leonardo Melosi Matthias Rottner 17 Jun 2022 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C45 D31 E32 E52